-34.1%
ROCK vs SPY
+82.0%
-116.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.7% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | -13.9% | +0.1% | -13.9% | -13.9% |
| 3M | +23.4% | +2.0% | +21.4% | +20.9% |
| 6M | +9.8% | +13.0% | -3.3% | -4.4% |
| YTD | -4.4% | +13.5% | -18.0% | -17.3% |
| 1Y | -23.9% | +20.0% | -43.8% | -37.9% |
| 3Y | -38.2% | +77.2% | -115.3% | -67.6% |
| All | -34.1% | +82.0% | -116.1% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling